+145.7%
VMC vs GNRC
+448.8%
-303.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.2% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -9.7% | -15.7% | +6.0% | -6.2% |
| 3M | -9.6% | -27.3% | +17.7% | -3.5% |
| 6M | -4.8% | -12.1% | +7.2% | -3.7% |
| YTD | -10.9% | +37.1% | -48.0% | -19.8% |
| 1Y | -15.6% | -0.5% | -15.1% | -18.5% |
| 3Y | +19.3% | +61.5% | -42.2% | -1.7% |
| 5Y | +48.0% | -58.6% | +106.6% | +64.3% |
| All | +145.7% | +448.8% | -303.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling